Pages that link to "Item:Q3632873"

The following pages link to Prediction of Outstanding Liabilities II. Model Variations and Extensions (Q3632873):

Displaying 40 items.

• SynthETIC: an individual insurance claim simulator with feature control (Q87223) (← links)
• Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective (Q320254) (← links)
• Asymptotic behaviors of stochastic reserving: aggregate versus individual models (Q321018) (← links)
• A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
• An individual loss reserving model with independent reporting and settlement (Q495477) (← links)
• Prediction in a non-homogeneous Poisson cluster model (Q743133) (← links)
• Collective loss reserving with two types of claims in motor third party liability insurance (Q1743928) (← links)
• Explicit moments for a class of micro-models in non-life insurance (Q2010902) (← links)
• On the modelling of multivariate counts with Cox processes and dependent shot noise intensities (Q2038217) (← links)
• Stochastic reserving using policyholder information via EM algorithm (Q2110756) (← links)
• A hierarchical reserving model for reported non-life insurance claims (Q2138622) (← links)
• Modeling the occurrence of events subject to a reporting delay via an EM algorithm (Q2163075) (← links)
• Infinitely stochastic micro reserving (Q2234749) (← links)
• Neural networks applied to chain-ladder reserving (Q2323655) (← links)
• A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
• Prediction of components in random sums (Q2397965) (← links)
• A censored copula model for micro-level claim reserving (Q2421392) (← links)
• The collective reserving model (Q2421394) (← links)
• Individual loss reserving using paid-incurred data (Q2513626) (← links)
• Prediction in a mixed Poisson cluster model (Q3186008) (← links)
• The Markov consistency of Archimedean survival processes (Q3188571) (← links)
• Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models (Q3462360) (← links)
• Reinsurance control in a model with liabilities of the fractional Brownian motion type (Q3505202) (← links)
• Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232) (← links)
• RUIN PROBABILITY UNDER COMPOUND POISSON MODELS WITH RANDOM DISCOUNT FACTOR (Q4460798) (← links)
• Micro-level stochastic loss reserving for general insurance (Q4576873) (← links)
• A model study about the applicability of the Chain Ladder method (Q4576909) (← links)
• A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (Q4972122) (← links)
• Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model (Q5003358) (← links)
• Extended reduced-form framework for non-life insurance (Q5055334) (← links)
• JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING (Q5067883) (← links)
• Dam rain and cumulative gain (Q5072615) (← links)
• Collective reserving using individual claims data (Q5083395) (← links)
• THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING (Q5157773) (← links)
• Ragnar Norberg (1945–2017): an actuary of a unique kind (Q5193488) (← links)
• Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation (Q5379157) (← links)
• INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (Q5398357) (← links)
• Stochastic loss reserving using individual information model with over-dispersed Poisson (Q5880116) (← links)
• Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims (Q6174073) (← links)
• Individual claims reserving using activation patterns (Q6201528) (← links)